| Trading Metrics calculated at close of trading on 06-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2011 |
06-May-2011 |
Change |
Change % |
Previous Week |
| Open |
2,909.0 |
2,883.0 |
-26.0 |
-0.9% |
2,972.0 |
| High |
2,912.0 |
2,923.0 |
11.0 |
0.4% |
2,980.0 |
| Low |
2,859.0 |
2,865.0 |
6.0 |
0.2% |
2,859.0 |
| Close |
2,879.0 |
2,917.0 |
38.0 |
1.3% |
2,917.0 |
| Range |
53.0 |
58.0 |
5.0 |
9.4% |
121.0 |
| ATR |
45.2 |
46.1 |
0.9 |
2.0% |
0.0 |
| Volume |
1,520,911 |
1,401,498 |
-119,413 |
-7.9% |
6,111,483 |
|
| Daily Pivots for day following 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,075.7 |
3,054.3 |
2,948.9 |
|
| R3 |
3,017.7 |
2,996.3 |
2,933.0 |
|
| R2 |
2,959.7 |
2,959.7 |
2,927.6 |
|
| R1 |
2,938.3 |
2,938.3 |
2,922.3 |
2,949.0 |
| PP |
2,901.7 |
2,901.7 |
2,901.7 |
2,907.0 |
| S1 |
2,880.3 |
2,880.3 |
2,911.7 |
2,891.0 |
| S2 |
2,843.7 |
2,843.7 |
2,906.4 |
|
| S3 |
2,785.7 |
2,822.3 |
2,901.1 |
|
| S4 |
2,727.7 |
2,764.3 |
2,885.1 |
|
|
| Weekly Pivots for week ending 06-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,281.7 |
3,220.3 |
2,983.6 |
|
| R3 |
3,160.7 |
3,099.3 |
2,950.3 |
|
| R2 |
3,039.7 |
3,039.7 |
2,939.2 |
|
| R1 |
2,978.3 |
2,978.3 |
2,928.1 |
2,948.5 |
| PP |
2,918.7 |
2,918.7 |
2,918.7 |
2,903.8 |
| S1 |
2,857.3 |
2,857.3 |
2,905.9 |
2,827.5 |
| S2 |
2,797.7 |
2,797.7 |
2,894.8 |
|
| S3 |
2,676.7 |
2,736.3 |
2,883.7 |
|
| S4 |
2,555.7 |
2,615.3 |
2,850.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,980.0 |
2,859.0 |
121.0 |
4.1% |
49.0 |
1.7% |
48% |
False |
False |
1,222,296 |
| 10 |
2,980.0 |
2,857.0 |
123.0 |
4.2% |
41.5 |
1.4% |
49% |
False |
False |
995,535 |
| 20 |
2,980.0 |
2,759.0 |
221.0 |
7.6% |
40.3 |
1.4% |
71% |
False |
False |
955,605 |
| 40 |
2,980.0 |
2,590.0 |
390.0 |
13.4% |
44.9 |
1.5% |
84% |
False |
False |
1,013,221 |
| 60 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
45.5 |
1.6% |
80% |
False |
False |
680,994 |
| 80 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
44.0 |
1.5% |
80% |
False |
False |
511,322 |
| 100 |
2,998.0 |
2,590.0 |
408.0 |
14.0% |
42.7 |
1.5% |
80% |
False |
False |
409,949 |
| 120 |
2,998.0 |
2,561.0 |
437.0 |
15.0% |
42.6 |
1.5% |
81% |
False |
False |
342,027 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,169.5 |
|
2.618 |
3,074.8 |
|
1.618 |
3,016.8 |
|
1.000 |
2,981.0 |
|
0.618 |
2,958.8 |
|
HIGH |
2,923.0 |
|
0.618 |
2,900.8 |
|
0.500 |
2,894.0 |
|
0.382 |
2,887.2 |
|
LOW |
2,865.0 |
|
0.618 |
2,829.2 |
|
1.000 |
2,807.0 |
|
1.618 |
2,771.2 |
|
2.618 |
2,713.2 |
|
4.250 |
2,618.5 |
|
|
| Fisher Pivots for day following 06-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
2,909.3 |
2,914.2 |
| PP |
2,901.7 |
2,911.3 |
| S1 |
2,894.0 |
2,908.5 |
|